A Measure Theory Tutorial

This tutorial is an informal introduction to measure theory for
people who are interested in reading papers that use measure theory.
The tutorial assumes one has had at least a year of college-level
calculus, some graduate level exposure to random processes, and
familiarity with terms like ``closed'' and ``open.'' The focus is on
the terms and ideas relevant to applied probability and information
theory. There are no proofs and no exercises.